Positive Butterfly

  

Categories: Derivatives

Yoga position? Berlin-based EDM collective? Nope. It's a weirdly shaped yield curve (a phrase that, on its own, could make a good name for a Berlin-based EDM collective...we'd get up and dance for Weirdly Shaped Yield Curve).

A yield curve tracks the rates paid for various bonds based on maturities. Normally, longer-term bonds pay higher rates than shorter-term ones. In other words, you're going to get paid a higher rate to own a 30-year bond than a 2-year bond.

A positive butterfly is an unusual situation where both short-term rates and long-term rates increase faster than medium-term rates. So the two ends of the yield curve move up, but the middle lags behind. (The ends make up the wings of the butterfly; the middle represents the body).

A negative butterfly represents the opposite situation: short-term and long-term rates drop in relation to medium-term rates. Both the positive and negative butterflies are considered non-parallel yield curve shifts. The name comes from the fact that the changes don't manifest evenly across the yield curve.

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Finance: What Is a Call Option?25 Views

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finance a la shmoop. what is a call option? option? option, where are you? okay

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yeah yeah. not phone options, call options. and a close but no cigar. a call option [man smokes in a tub of cash]

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is the right to call or buy a security. the concept is easy the math is hard.

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you think Coca Cola's poised for a breakout as they go into the new low

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calorie beverage business. their stock is at 50 bucks a share and you can buy a [man stands on a stage as crowd cheers]

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call option for $1. well that call option buys you the right

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hundred and 20 days. so let's say Coke announces its new sugarless drink flavor

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zero it's two weeks later and the stock skyrockets to fifty eight dollars a

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share. you've already paid the dollar for the option now you have to exercise it. [man lifts weights]

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so you buy the stock and you're all in now for fifty five dollars plus one or

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fifty six bucks a share and your total value is now fifty eight bucks. well you

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could turn around today and sell the bundle that moment, and you'll have

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turned your dollar into two dollars of profit really fast. and obviously had the [equation on screen]

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stock not skyrocketed so quickly well you would have lost everything. still you

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options. as for Coke flavor zero turned out to be nothing more than canned water.

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